DFLVX vs. DISVX
Compare and contrast key facts about DFA U.S. Large Cap Value Portfolio (DFLVX) and DFA International Small Cap Value Portfolio (DISVX).
DFLVX is managed by Dimensional Fund Advisors LP. It was launched on Feb 19, 1993. DISVX is managed by Dimensional Fund Advisors LP. It was launched on Dec 28, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFLVX or DISVX.
Performance
DFLVX vs. DISVX - Performance Comparison
Returns By Period
In the year-to-date period, DFLVX achieves a 20.11% return, which is significantly higher than DISVX's 8.48% return. Over the past 10 years, DFLVX has outperformed DISVX with an annualized return of 9.24%, while DISVX has yielded a comparatively lower 4.17% annualized return.
DFLVX
20.11%
3.07%
11.11%
28.49%
10.64%
9.24%
DISVX
8.48%
-3.18%
0.36%
15.89%
6.83%
4.17%
Key characteristics
| DFLVX | DISVX | |
|---|---|---|
| Sharpe Ratio | 2.42 | 1.17 |
| Sortino Ratio | 3.46 | 1.64 |
| Omega Ratio | 1.44 | 1.21 |
| Calmar Ratio | 4.71 | 2.02 |
| Martin Ratio | 13.76 | 5.76 |
| Ulcer Index | 2.11% | 2.77% |
| Daily Std Dev | 12.00% | 13.58% |
| Max Drawdown | -65.65% | -63.79% |
| Current Drawdown | -0.53% | -6.78% |
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DFLVX vs. DISVX - Expense Ratio Comparison
DFLVX has a 0.22% expense ratio, which is lower than DISVX's 0.46% expense ratio.
Correlation
The correlation between DFLVX and DISVX is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
DFLVX vs. DISVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Value Portfolio (DFLVX) and DFA International Small Cap Value Portfolio (DISVX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
DFLVX vs. DISVX - Dividend Comparison
DFLVX's dividend yield for the trailing twelve months is around 1.73%, less than DISVX's 3.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFLVX DFA U.S. Large Cap Value Portfolio | 1.73% | 1.99% | 2.05% | 1.54% | 1.97% | 1.93% | 2.22% | 1.80% | 1.90% | 2.14% | 1.72% | 1.44% |
DISVX DFA International Small Cap Value Portfolio | 3.92% | 3.75% | 2.40% | 2.76% | 1.85% | 2.47% | 2.20% | 2.54% | 2.60% | 2.01% | 2.09% | 2.12% |
Drawdowns
DFLVX vs. DISVX - Drawdown Comparison
The maximum DFLVX drawdown since its inception was -65.65%, roughly equal to the maximum DISVX drawdown of -63.79%. Use the drawdown chart below to compare losses from any high point for DFLVX and DISVX. For additional features, visit the drawdowns tool.
Volatility
DFLVX vs. DISVX - Volatility Comparison
DFA U.S. Large Cap Value Portfolio (DFLVX) has a higher volatility of 4.74% compared to DFA International Small Cap Value Portfolio (DISVX) at 3.90%. This indicates that DFLVX's price experiences larger fluctuations and is considered to be riskier than DISVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.